+85.0%
COR vs PNC
+115.6%
-30.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.9% |
| 7D | +7.8% | +3.1% | +4.8% | +7.8% |
| 30D | +7.0% | +7.6% | -0.6% | +7.0% |
| 3M | +16.3% | -8.1% | +24.4% | +16.3% |
| 6M | +41.3% | +12.6% | +28.7% | +41.4% |
| YTD | +7.1% | +15.0% | -7.8% | +7.3% |
| 1Y | -0.8% | +30.4% | -31.2% | -0.3% |
| 3Y | +85.0% | +116.1% | -31.2% | +109.9% |
| All | +85.0% | +115.6% | -30.7% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling